+31.6%
UL vs CG
-16.5%
+48.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +2.6% | +2.0% | +0.6% | +2.4% |
| 30D | +6.8% | +8.5% | -1.8% | +6.1% |
| 3M | +5.7% | -12.1% | +17.9% | +6.6% |
| 6M | +15.9% | -16.4% | +32.3% | +17.1% |
| YTD | +4.3% | -28.0% | +32.2% | +6.2% |
| 1Y | -0.4% | -18.9% | +18.5% | +0.5% |
| 3Y | +35.0% | +51.2% | -16.3% | +23.6% |
| 5Y | +31.6% | -15.9% | +47.5% | +24.3% |
| All | +31.6% | -16.5% | +48.1% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling